Catastrophe risk pricing : an empirical analysis (English)

The price of catastrophe risks is viewed by many to be too high and/or too volatile. Catastrophe risk practitioners point out that, contrary to standard insurance, such as automobile insurance, catastrophe re-insurance is exposed to infrequent but potentially very large losses. It thus requires keeping a large amount of capital in hand, generating a cost of capital to be added to the long-term expected loss. This paper pulls together data from about...

DETAILS

Author

Lane,Morton N.;

Mahul,Olivier;
Document Date
2008/11/01
Document Type
Policy Research Working Paper
Report Number
WPS4765
Volume No
1
Total Volume(s)
1
Country
World,
Region
Other,
Disclosure Date
2010/07/01
Disclosure Status
Disclosed
Doc Name
Catastrophe risk pricing : an empirical analysis
Keywords
expected loss

DOWNLOADS

COMPLETE REPORT

Official version of document (may contain signatures, etc)

Official PDF
TXT*
Total Downloads** : 1516
Download Stats
*The text version is uncorrected OCR text and is included solely to benefit users with slow connectivity.

Citation

Lane,Morton N.; Mahul,Olivier.

Catastrophe risk pricing : an empirical analysis (English). Policy Research working paper ; no. WPS 4765 Washington, DC: World Bank. http://documents.worldbank.org/curated/en/567461468316162114

Catastrophe risk pricing : an empirical analysis (English)

DETAILS

DOWNLOADS

COMPLETE REPORT

Citation

RELATED LINKS

SUBSCRIBE TO EMAIL ALERTS